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Intercept and dummy variables regression significance

0

$begingroup$

I am trying to find the joint significance of the alpha (the intercept) and the dummy variables, $gamma_1$ and $gamma_2$. I know the significance of $alpha$ from the regression intercept t-stat and I can find the significance of the dummy variables using a partial F-stat.

$Y=alpha +beta_1X_1 +beta_2X_2 + gamma_1X_1^*+gamma_2X_2^*$

Is there anyway to get the joint significance of the dummy variables and alpha (this quantity represents the total "alpha" of the regression)?

regression anova

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asked Mar 26 at 16:31

hmandhmand

11

$endgroup$

add a comment | 

0

$begingroup$

I am trying to find the joint significance of the alpha (the intercept) and the dummy variables, $gamma_1$ and $gamma_2$. I know the significance of $alpha$ from the regression intercept t-stat and I can find the significance of the dummy variables using a partial F-stat.

$Y=alpha +beta_1X_1 +beta_2X_2 + gamma_1X_1^*+gamma_2X_2^*$

Is there anyway to get the joint significance of the dummy variables and alpha (this quantity represents the total "alpha" of the regression)?

regression anova

share|cite|improve this question

asked Mar 26 at 16:31

hmandhmand

11

$endgroup$

add a comment | 

$begingroup$

I am trying to find the joint significance of the alpha (the intercept) and the dummy variables, $gamma_1$ and $gamma_2$. I know the significance of $alpha$ from the regression intercept t-stat and I can find the significance of the dummy variables using a partial F-stat.

$Y=alpha +beta_1X_1 +beta_2X_2 + gamma_1X_1^*+gamma_2X_2^*$

Is there anyway to get the joint significance of the dummy variables and alpha (this quantity represents the total "alpha" of the regression)?

regression anova

share|cite|improve this question

asked Mar 26 at 16:31

hmandhmand

11

$endgroup$

share|cite|improve this question

asked Mar 26 at 16:31

hmandhmand

11

share|cite|improve this question

asked Mar 26 at 16:31

hmandhmand

11

asked Mar 26 at 16:31

hmandhmand

11

asked Mar 26 at 16:31

hmandhmand

11